Aug-27-2020, 09:17 PM
Hello all.
New to the board.
I was wondering if anyone has experience or if there is any documentation anywhere around smoothing specifically around the Frongello and/or Reverse Frongello application of smoothing.
It has to do with returns.. how you compound and how you smooth them over time periods so as to reduce distortions such as when summing you end up with fractional remainders that become unexplained.
I see there is documentation in git-hub with R, but I haven't seen anything for Python.
Not sure if anyone is familiar with the above, or could help steer me in the right direction, would be much appreciated.
Thanks
New to the board.
I was wondering if anyone has experience or if there is any documentation anywhere around smoothing specifically around the Frongello and/or Reverse Frongello application of smoothing.
It has to do with returns.. how you compound and how you smooth them over time periods so as to reduce distortions such as when summing you end up with fractional remainders that become unexplained.
I see there is documentation in git-hub with R, but I haven't seen anything for Python.
Not sure if anyone is familiar with the above, or could help steer me in the right direction, would be much appreciated.
Thanks